Disliked{quote} In any case we'll get sample reducer. Quality is debatable. Like in this Hypothetical distribution: {image} {quote} Only the price itself is not stationary, i.e. modelling "close price EOD" etc. is doomed to failure. Bc the market is highly efficient = random walk behavior. Stationarity is easily achievable if needed. Even the count of ticks inside 1m candle has its own distribution and stays the same over the years. {quote} Have you ever seen unfounded claims like that: "Let's say you have a good strategy. With HMM, you could find when...Ignored
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